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Reference.org
Milstein method
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<p>In <a href="/facts/Mathematics/pxTouaz4">mathematics</a>, the Milstein method is a technique for the approximate <a href="/facts/Numerical_analysis/QT9cYa9z">numerical solution</a> of a <a href="/facts/Stochastic_differential_equation/ol9a9WNq">stochastic differential equation</a>. It is named after <a href="/facts/Grigori_Milstein/AEQW2SH3">Grigori Milstein</a> who first published it in 1974. </p>